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<a href="_loo_error_c_svm_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span><span class="comment">/*!</span></div>
<div class="line"><a id="l00002" name="l00002"></a><span class="lineno">    2</span><span class="comment"> * </span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno">    3</span><span class="comment"> *</span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno">    4</span><span class="comment"> * \brief       Leave-one-out error for C-SVMs</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno">    5</span><span class="comment"> * </span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno">    6</span><span class="comment"> * </span></div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno">    7</span><span class="comment"> *</span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno">    8</span><span class="comment"> * \author      T.Glasmachers</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno">    9</span><span class="comment"> * \date        2011</span></div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno">   10</span><span class="comment"> *</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno">   11</span><span class="comment"> *</span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno">   12</span><span class="comment"> * \par Copyright 1995-2017 Shark Development Team</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno">   13</span><span class="comment"> * </span></div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno">   14</span><span class="comment"> * &lt;BR&gt;&lt;HR&gt;</span></div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno">   15</span><span class="comment"> * This file is part of Shark.</span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno">   16</span><span class="comment"> * &lt;https://shark-ml.github.io/Shark/&gt;</span></div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno">   17</span><span class="comment"> * </span></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno">   18</span><span class="comment"> * Shark is free software: you can redistribute it and/or modify</span></div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno">   19</span><span class="comment"> * it under the terms of the GNU Lesser General Public License as published </span></div>
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno">   20</span><span class="comment"> * by the Free Software Foundation, either version 3 of the License, or</span></div>
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno">   21</span><span class="comment"> * (at your option) any later version.</span></div>
<div class="line"><a id="l00022" name="l00022"></a><span class="lineno">   22</span><span class="comment"> * </span></div>
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno">   23</span><span class="comment"> * Shark is distributed in the hope that it will be useful,</span></div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno">   24</span><span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno">   25</span><span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the</span></div>
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno">   26</span><span class="comment"> * GNU Lesser General Public License for more details.</span></div>
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno">   27</span><span class="comment"> * </span></div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno">   28</span><span class="comment"> * You should have received a copy of the GNU Lesser General Public License</span></div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno">   29</span><span class="comment"> * along with Shark.  If not, see &lt;http://www.gnu.org/licenses/&gt;.</span></div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno">   30</span><span class="comment"> *</span></div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno">   31</span><span class="comment"> */</span></div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno">   32</span><span class="preprocessor">#ifndef SHARK_OBJECTIVEFUNCTIONS_LOOERRORCSVM_H</span></div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span><span class="preprocessor">#define SHARK_OBJECTIVEFUNCTIONS_LOOERRORCSVM_H</span></div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span> </div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno">   35</span> </div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno">   36</span><span class="preprocessor">#include &lt;<a class="code" href="_abstract_objective_function_8h.html" title="AbstractObjectiveFunction.">shark/ObjectiveFunctions/AbstractObjectiveFunction.h</a>&gt;</span></div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno">   37</span><span class="preprocessor">#include &lt;<a class="code" href="_zero_one_loss_8h.html">shark/ObjectiveFunctions/Loss/ZeroOneLoss.h</a>&gt;</span></div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno">   38</span><span class="preprocessor">#include &lt;<a class="code" href="_box_constrained_problems_8h.html">shark/Algorithms/QP/BoxConstrainedProblems.h</a>&gt;</span></div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno">   39</span><span class="preprocessor">#include &lt;<a class="code" href="_svm_problems_8h.html">shark/Algorithms/QP/SvmProblems.h</a>&gt;</span></div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno">   40</span><span class="preprocessor">#include &lt;<a class="code" href="_cached_matrix_8h.html">shark/LinAlg/CachedMatrix.h</a>&gt;</span></div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span><span class="preprocessor">#include &lt;<a class="code" href="_kernel_matrix_8h.html">shark/LinAlg/KernelMatrix.h</a>&gt;</span></div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno">   42</span><span class="preprocessor">#include &lt;<a class="code" href="_kernel_expansion_8h.html">shark/Models/Kernels/KernelExpansion.h</a>&gt;</span></div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno">   43</span> </div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno">   44</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceshark.html" title="AbstractMultiObjectiveOptimizer.">shark</a> {</div>
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno">   45</span><span class="comment"></span> </div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno">   46</span><span class="comment">///</span></div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno">   47</span><span class="comment">/// \brief Leave-one-out error, specifically optimized for C-SVMs.</span></div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno">   48</span><span class="comment">/// \ingroup kerneloptimization</span></div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno">   49</span><span class="comment"></span><span class="keyword">template</span>&lt;<span class="keyword">class</span> InputType, <span class="keyword">class</span> CacheType = <span class="keywordtype">float</span>&gt;</div>
<div class="foldopen" id="foldopen00050" data-start="{" data-end="};">
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html">   50</a></span><span class="keyword">class </span><a class="code hl_class" href="classshark_1_1_loo_error_c_svm.html" title="Leave-one-out error, specifically optimized for C-SVMs.">LooErrorCSvm</a> : <span class="keyword">public</span> <a class="code hl_class" href="classshark_1_1_abstract_objective_function.html" title="Super class of all objective functions for optimization and learning.">AbstractObjectiveFunction</a>&lt; RealVector, double &gt;</div>
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno">   51</span>{</div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno">   52</span><span class="keyword">public</span>:</div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html#ac59294abcb1237b7a163b6f9d540a2fe">   53</a></span>    <span class="keyword">typedef</span> CacheType <a class="code hl_typedef" href="classshark_1_1_loo_error_c_svm.html#ac59294abcb1237b7a163b6f9d540a2fe">QpFloatType</a>;</div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html#ab00b93cea16ec324f7d93627ae597c97">   54</a></span>    <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_abstract_kernel_function.html" title="Base class of all Kernel functions.">AbstractKernelFunction&lt;InputType&gt;</a> <a class="code hl_typedef" href="classshark_1_1_loo_error_c_svm.html#ab00b93cea16ec324f7d93627ae597c97">KernelType</a>;</div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html#aafab716c7ab49ef95a8e42c50543e97f">   55</a></span>    <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_labeled_data.html" title="Data set for supervised learning.">LabeledData&lt;InputType, unsigned int&gt;</a> <a class="code hl_typedef" href="classshark_1_1_loo_error_c_svm.html#aafab716c7ab49ef95a8e42c50543e97f">DatasetType</a>;</div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno">   56</span><span class="comment"></span> </div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno">   57</span><span class="comment">    /// \brief Constructor.</span></div>
<div class="foldopen" id="foldopen00058" data-start="{" data-end="}">
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html#a5edf0690f5406fc44ba13806e91c72b0">   58</a></span><span class="comment"></span>    <a class="code hl_function" href="classshark_1_1_loo_error_c_svm.html#a5edf0690f5406fc44ba13806e91c72b0" title="Constructor.">LooErrorCSvm</a>(<a class="code hl_class" href="classshark_1_1_labeled_data.html">DatasetType</a> <span class="keyword">const</span>&amp; dataset, <a class="code hl_class" href="classshark_1_1_abstract_kernel_function.html">KernelType</a>* kernel, <span class="keywordtype">bool</span> withOffset)</div>
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno">   59</span>    : mep_dataset(&amp;dataset)</div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno">   60</span>    , mep_kernel(kernel)</div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno">   61</span>    , m_withOffset(withOffset)</div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno">   62</span>    {</div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno">   63</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(kernel != NULL, <span class="stringliteral">&quot;kernel is not allowed to be Null&quot;</span>);</div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno">   64</span>        <a class="code hl_variable" href="classshark_1_1_abstract_objective_function.html#ad8888c58fd3f98e73013afb5dd4b2af1">m_features</a> |= <a class="code hl_enumvalue" href="classshark_1_1_abstract_objective_function.html#aadafeb6dfb5b649f321e7b81ac8aad1aad3475b458576c8760f28d8d81f4eda86" title="The function can be evaluated and evalDerivative returns a meaningless value (for example std::numeri...">HAS_VALUE</a>;</div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno">   65</span>    }</div>
</div>
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno">   66</span> </div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno">   67</span><span class="comment"></span> </div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno">   68</span><span class="comment">    /// \brief From INameable: return the class name.</span></div>
<div class="foldopen" id="foldopen00069" data-start="{" data-end="}">
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html#ae3e70fd4d630eaa9baee7e3b2d6e7bdc">   69</a></span><span class="comment"></span>    std::string <a class="code hl_function" href="classshark_1_1_loo_error_c_svm.html#ae3e70fd4d630eaa9baee7e3b2d6e7bdc" title="From INameable: return the class name.">name</a>()<span class="keyword"> const</span></div>
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno">   70</span><span class="keyword">    </span>{ <span class="keywordflow">return</span> <span class="stringliteral">&quot;LooErrorCSvm&quot;</span>; }</div>
</div>
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno">   71</span>    </div>
<div class="foldopen" id="foldopen00072" data-start="{" data-end="}">
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html#a8b79c806757d7d220d3f5c22c473a767">   72</a></span>    std::size_t <a class="code hl_function" href="classshark_1_1_loo_error_c_svm.html#a8b79c806757d7d220d3f5c22c473a767" title="Accesses the number of variables.">numberOfVariables</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno">   73</span>        <span class="keywordflow">return</span> mep_kernel-&gt;<a class="code hl_function" href="classshark_1_1_i_parameterizable.html#aed1e8d1d4dbde387e2f6a25141ed3a20" title="Return the number of parameters.">numberOfParameters</a>()+1;</div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno">   74</span>    }</div>
</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno">   75</span><span class="comment"></span> </div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno">   76</span><span class="comment">    /// Evaluate the leave-one-out error for the given parameters. </span></div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno">   77</span><span class="comment">    /// These parameters describe the regularization </span></div>
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno">   78</span><span class="comment">    /// constant and the kernel parameters.</span></div>
<div class="foldopen" id="foldopen00079" data-start="{" data-end="}">
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html#aa60c4207ea463cacbeece3547f943031">   79</a></span><span class="comment"></span>    <span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_loo_error_c_svm.html#aa60c4207ea463cacbeece3547f943031">eval</a>(<span class="keyword">const</span> RealVector&amp; params){</div>
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno">   80</span>        <a class="code hl_struct" href="structshark_1_1_qp_stopping_condition.html" title="stopping conditions for quadratic programming">QpStoppingCondition</a> stop;</div>
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno">   81</span>        <span class="keywordflow">return</span> <a class="code hl_function" href="classshark_1_1_loo_error_c_svm.html#aa60c4207ea463cacbeece3547f943031">eval</a>(params, stop);</div>
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno">   82</span>    }<span class="comment"></span></div>
</div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno">   83</span><span class="comment">    /// Evaluate the leave-one-out error for the given parameters.</span></div>
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno">   84</span><span class="comment">    /// These parameters describe the regularization constant and</span></div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno">   85</span><span class="comment">    /// the kernel parameters.  Furthermore, the stopping</span></div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno">   86</span><span class="comment">    /// conditions for the solver are passed as an argument.</span></div>
<div class="foldopen" id="foldopen00087" data-start="{" data-end="}">
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"><a class="line" href="classshark_1_1_loo_error_c_svm.html#a7707d1eaf38cad24a585eb3f1bcc89d1">   87</a></span><span class="comment"></span>    <span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_loo_error_c_svm.html#a7707d1eaf38cad24a585eb3f1bcc89d1">eval</a>(<span class="keyword">const</span> RealVector&amp; params, <a class="code hl_struct" href="structshark_1_1_qp_stopping_condition.html" title="stopping conditions for quadratic programming">QpStoppingCondition</a> &amp;stop){</div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno">   88</span>        this-&gt;<a class="code hl_variable" href="classshark_1_1_abstract_objective_function.html#af0942c072be06d0dd4da5ee7067c5777" title="Evaluation counter, default value: 0.">m_evaluationCounter</a>++;</div>
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno">   89</span> </div>
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno">   90</span>        <span class="keywordtype">double</span> C = params.back();</div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno">   91</span>        mep_kernel-&gt;<a class="code hl_function" href="classshark_1_1_i_parameterizable.html#ad5e35d1a10ff36fa72ea787baa40e9ad" title="Set the parameter vector.">setParameterVector</a>(subrange(params,0,params.size() - 1));</div>
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno">   92</span>        </div>
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno">   93</span>        <a class="code hl_class" href="classshark_1_1_zero_one_loss.html" title="0-1-loss for classification.">ZeroOneLoss&lt;unsigned int, RealVector&gt;</a> loss;</div>
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno">   94</span> </div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno">   95</span>        <span class="comment">// prepare the quadratic program</span></div>
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno">   96</span>        <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_kernel_matrix.html" title="Kernel Gram matrix.">KernelMatrix&lt;InputType, QpFloatType&gt;</a> KernelMatrixType;</div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno">   97</span>        <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_cached_matrix.html" title="Efficient quadratic matrix cache.">CachedMatrix&lt; KernelMatrixType &gt;</a> CachedMatrixType;</div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno">   98</span>        <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_c_s_v_m_problem.html" title="Problem formulation for binary C-SVM problems.">CSVMProblem&lt;CachedMatrixType&gt;</a> SVMProblemType;</div>
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno">   99</span>        KernelMatrixType km(*mep_kernel, mep_dataset-&gt;<a class="code hl_function" href="group__shark__globals.html#ga6f74e657c7e0c8a32b2456fb328bd653" title="Access to inputs as a separate container.">inputs</a>());</div>
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno">  100</span>        CachedMatrixType matrix(&amp;km);</div>
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno">  101</span>        SVMProblemType svmProblem(matrix,mep_dataset-&gt;<a class="code hl_function" href="group__shark__globals.html#ga6328a5aa2570c01a5ac5f25076071663" title="Access to labels as a separate container.">labels</a>(),C);</div>
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno">  102</span>        std::size_t ell = km.size();</div>
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno">  103</span>        </div>
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno">  104</span>        <span class="comment">//QpStoppingCondition stop;</span></div>
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno">  105</span> </div>
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno">  106</span>        <span class="keywordflow">if</span> (m_withOffset)</div>
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno">  107</span>        {</div>
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno">  108</span>            <span class="comment">// solve the full problem with equality constraint and activated shrinking</span></div>
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno">  109</span>            <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_svm_problem.html">SvmProblem&lt;SVMProblemType&gt;</a> ProblemType;</div>
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno">  110</span>            ProblemType problem(svmProblem);</div>
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno">  111</span>            <a class="code hl_class" href="classshark_1_1_qp_solver.html" title="Quadratic program solver.">QpSolver&lt; ProblemType &gt;</a> solver(problem);</div>
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno">  112</span>            solver.<a class="code hl_function" href="classshark_1_1_qp_solver.html#aef891551dc0bc92ab4571cb7d479706f" title="Solve the quadratic program.">solve</a>(stop);</div>
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno">  113</span>            RealVector alphaFull(problem.dimensions());</div>
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno">  114</span>            <span class="keywordflow">for</span>(std::size_t i = 0; i != problem.dimensions(); ++i){</div>
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno">  115</span>                alphaFull(i) = problem.alpha(i);</div>
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno">  116</span>            }</div>
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno">  117</span>            <a class="code hl_class" href="classshark_1_1_kernel_expansion.html" title="Linear model in a kernel feature space.">KernelExpansion&lt;InputType&gt;</a> svm(mep_kernel,mep_dataset-&gt;<a class="code hl_function" href="group__shark__globals.html#ga6f74e657c7e0c8a32b2456fb328bd653" title="Access to inputs as a separate container.">inputs</a>(),<span class="keyword">true</span>);</div>
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno">  118</span> </div>
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno">  119</span>            <span class="comment">// leave-one-out</span></div>
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno">  120</span>            <span class="comment">//problem.setShrinking(false);</span></div>
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno">  121</span>            <span class="keywordtype">double</span> mistakes = 0;</div>
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno">  122</span>            <span class="keywordflow">for</span> (std::size_t i=0; i&lt;ell; i++)</div>
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno">  123</span>            {</div>
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno">  124</span>                <span class="comment">// use sparseness of the solution:</span></div>
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno">  125</span>                <span class="keywordflow">if</span> (alphaFull(i) == 0.0) <span class="keywordflow">continue</span>;</div>
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno">  126</span>                problem.deactivateVariable(i);</div>
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno">  127</span>                </div>
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno">  128</span>                <span class="comment">// solve the reduced problem</span></div>
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno">  129</span>                solver.<a class="code hl_function" href="classshark_1_1_qp_solver.html#aef891551dc0bc92ab4571cb7d479706f" title="Solve the quadratic program.">solve</a>(stop);</div>
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno">  130</span> </div>
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno">  131</span>                <span class="comment">// predict using the previously removed example.</span></div>
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno">  132</span>                <span class="comment">// we need to take into account that the initial problem is solved</span></div>
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno">  133</span>                <span class="comment">// with shrinking and we thus need to get the initial permutation </span></div>
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno">  134</span>                <span class="comment">// for the element index and the unpermuted alpha for the svm</span></div>
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno">  135</span>                column(svm.<a class="code hl_function" href="classshark_1_1_kernel_expansion.html#a3c65dfd17f38eaa461f6400d302fae48">alpha</a>(),0)= problem.getUnpermutedAlpha();</div>
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno">  136</span>                svm.<a class="code hl_function" href="classshark_1_1_kernel_expansion.html#a1c89cb50933ee211d67af90e6366e0ee">offset</a>(0) = computeBias(problem);</div>
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno">  137</span>                std::size_t elementIndex = i;<span class="comment">//svmProblem.permutation[i];</span></div>
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno">  138</span>                <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> target = mep_dataset-&gt;<a class="code hl_function" href="group__shark__globals.html#gaec57b5f22b3e8d2d67ad4b621f30fd54">element</a>(elementIndex).label;</div>
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno">  139</span>                mistakes += loss(target, svm(mep_dataset-&gt;<a class="code hl_function" href="group__shark__globals.html#gaec57b5f22b3e8d2d67ad4b621f30fd54">element</a>(elementIndex).input));</div>
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno">  140</span>                </div>
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno">  141</span>                problem.activateVariable(i);</div>
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno">  142</span>            }</div>
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno">  143</span>            <span class="keywordflow">return</span> mistakes / (double)ell;</div>
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno">  144</span>        }</div>
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno">  145</span>        <span class="keywordflow">else</span></div>
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno">  146</span>        {</div>
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno">  147</span>            <span class="comment">// solve the full problem without equality constraint and activated shrinking</span></div>
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno">  148</span>            <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_box_constrained_problem.html" title="Quadratic program with box constraints.">BoxConstrainedProblem&lt;SVMProblemType&gt;</a> ProblemType;</div>
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno">  149</span>            ProblemType problem(svmProblem);</div>
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno">  150</span>            <a class="code hl_class" href="classshark_1_1_qp_solver.html" title="Quadratic program solver.">QpSolver&lt; ProblemType &gt;</a> solver(problem);</div>
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno">  151</span>            solver.<a class="code hl_function" href="classshark_1_1_qp_solver.html#aef891551dc0bc92ab4571cb7d479706f" title="Solve the quadratic program.">solve</a>(stop);</div>
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno">  152</span>            RealVector alphaFull(problem.dimensions());</div>
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno">  153</span>            <span class="keywordflow">for</span>(std::size_t i = 0; i != problem.dimensions(); ++i){</div>
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno">  154</span>                alphaFull(i) = problem.alpha(i);</div>
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno">  155</span>            }</div>
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno">  156</span>            <a class="code hl_class" href="classshark_1_1_kernel_expansion.html" title="Linear model in a kernel feature space.">KernelExpansion&lt;InputType&gt;</a> svm(mep_kernel,mep_dataset-&gt;<a class="code hl_function" href="group__shark__globals.html#ga6f74e657c7e0c8a32b2456fb328bd653" title="Access to inputs as a separate container.">inputs</a>(),<span class="keyword">false</span>);</div>
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno">  157</span>            </div>
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno">  158</span>            <span class="comment">// leave-one-out</span></div>
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno">  159</span>            <span class="comment">//problem.setShrinking(false);</span></div>
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno">  160</span>            <span class="keywordtype">double</span> mistakes = 0;</div>
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno">  161</span>            <span class="keywordflow">for</span> (std::size_t i=0; i&lt;ell; i++)</div>
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno">  162</span>            {</div>
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno">  163</span>                <span class="comment">// use sparseness of the solution:</span></div>
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno">  164</span>                <span class="keywordflow">if</span> (alphaFull(i) == 0.0) <span class="keywordflow">continue</span>;</div>
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno">  165</span>                problem.deactivateVariable(i);</div>
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno">  166</span>                </div>
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno">  167</span> </div>
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno">  168</span>                <span class="comment">// solve the reduced problem</span></div>
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno">  169</span>                solver.<a class="code hl_function" href="classshark_1_1_qp_solver.html#aef891551dc0bc92ab4571cb7d479706f" title="Solve the quadratic program.">solve</a>(stop);</div>
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno">  170</span> </div>
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno">  171</span>                <span class="comment">// predict using the previously removed example.</span></div>
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno">  172</span>                <span class="comment">// we need to take into account that the initial problem is solved</span></div>
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno">  173</span>                <span class="comment">// with shrinking and we thus need to get the initial permutation </span></div>
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno">  174</span>                <span class="comment">// for the element index and the unpermuted alpha for the svm</span></div>
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno">  175</span>                column(svm.<a class="code hl_function" href="classshark_1_1_kernel_expansion.html#a3c65dfd17f38eaa461f6400d302fae48">alpha</a>(),0)= problem.getUnpermutedAlpha();</div>
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno">  176</span>                std::size_t elementIndex = i;<span class="comment">//svmProblem.permutation[i];</span></div>
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno">  177</span>                <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> target = mep_dataset-&gt;<a class="code hl_function" href="group__shark__globals.html#gaec57b5f22b3e8d2d67ad4b621f30fd54">element</a>(elementIndex).label;</div>
<div class="line"><a id="l00178" name="l00178"></a><span class="lineno">  178</span>                mistakes += loss(target, svm(mep_dataset-&gt;<a class="code hl_function" href="group__shark__globals.html#gaec57b5f22b3e8d2d67ad4b621f30fd54">element</a>(elementIndex).input));</div>
<div class="line"><a id="l00179" name="l00179"></a><span class="lineno">  179</span> </div>
<div class="line"><a id="l00180" name="l00180"></a><span class="lineno">  180</span>                problem.activateVariable(i);</div>
<div class="line"><a id="l00181" name="l00181"></a><span class="lineno">  181</span>            }</div>
<div class="line"><a id="l00182" name="l00182"></a><span class="lineno">  182</span>            <span class="keywordflow">return</span> mistakes / (double)ell;</div>
<div class="line"><a id="l00183" name="l00183"></a><span class="lineno">  183</span>        }</div>
<div class="line"><a id="l00184" name="l00184"></a><span class="lineno">  184</span>    }</div>
</div>
<div class="line"><a id="l00185" name="l00185"></a><span class="lineno">  185</span> </div>
<div class="line"><a id="l00186" name="l00186"></a><span class="lineno">  186</span><span class="keyword">private</span>:<span class="comment"></span></div>
<div class="line"><a id="l00187" name="l00187"></a><span class="lineno">  187</span><span class="comment">    /// Compute the SVM offset term (b).</span></div>
<div class="line"><a id="l00188" name="l00188"></a><span class="lineno">  188</span><span class="comment"></span>    <span class="keyword">template</span>&lt;<span class="keyword">class</span> Problem&gt;</div>
<div class="line"><a id="l00189" name="l00189"></a><span class="lineno">  189</span>    <span class="keywordtype">double</span> computeBias(Problem <span class="keyword">const</span>&amp; problem){</div>
<div class="line"><a id="l00190" name="l00190"></a><span class="lineno">  190</span>        <span class="keywordtype">double</span> lowerBound = -1e100;</div>
<div class="line"><a id="l00191" name="l00191"></a><span class="lineno">  191</span>        <span class="keywordtype">double</span> upperBound = 1e100;</div>
<div class="line"><a id="l00192" name="l00192"></a><span class="lineno">  192</span>        <span class="keywordtype">double</span> sum = 0.0;</div>
<div class="line"><a id="l00193" name="l00193"></a><span class="lineno">  193</span>        std::size_t freeVars = 0;</div>
<div class="line"><a id="l00194" name="l00194"></a><span class="lineno">  194</span>        std::size_t ell = problem.dimensions();</div>
<div class="line"><a id="l00195" name="l00195"></a><span class="lineno">  195</span>        <span class="keywordflow">for</span> (std::size_t i=0; i&lt;ell; i++)</div>
<div class="line"><a id="l00196" name="l00196"></a><span class="lineno">  196</span>        {</div>
<div class="line"><a id="l00197" name="l00197"></a><span class="lineno">  197</span>            <span class="keywordtype">double</span> value = problem.gradient(i);</div>
<div class="line"><a id="l00198" name="l00198"></a><span class="lineno">  198</span>            <span class="keywordflow">if</span> (problem.alpha(i) == problem.boxMin(i))</div>
<div class="line"><a id="l00199" name="l00199"></a><span class="lineno">  199</span>            {</div>
<div class="line"><a id="l00200" name="l00200"></a><span class="lineno">  200</span>                lowerBound = std::max(value,lowerBound);</div>
<div class="line"><a id="l00201" name="l00201"></a><span class="lineno">  201</span>            }</div>
<div class="line"><a id="l00202" name="l00202"></a><span class="lineno">  202</span>            <span class="keywordflow">else</span> <span class="keywordflow">if</span> (problem.alpha(i) == problem.boxMax(i))</div>
<div class="line"><a id="l00203" name="l00203"></a><span class="lineno">  203</span>            {</div>
<div class="line"><a id="l00204" name="l00204"></a><span class="lineno">  204</span>                upperBound = std::min(value,upperBound);</div>
<div class="line"><a id="l00205" name="l00205"></a><span class="lineno">  205</span>            }</div>
<div class="line"><a id="l00206" name="l00206"></a><span class="lineno">  206</span>            <span class="keywordflow">else</span></div>
<div class="line"><a id="l00207" name="l00207"></a><span class="lineno">  207</span>            {</div>
<div class="line"><a id="l00208" name="l00208"></a><span class="lineno">  208</span>                sum += value;</div>
<div class="line"><a id="l00209" name="l00209"></a><span class="lineno">  209</span>                freeVars++;</div>
<div class="line"><a id="l00210" name="l00210"></a><span class="lineno">  210</span>            }</div>
<div class="line"><a id="l00211" name="l00211"></a><span class="lineno">  211</span>        }</div>
<div class="line"><a id="l00212" name="l00212"></a><span class="lineno">  212</span>        <span class="keywordflow">if</span> (freeVars &gt; 0) </div>
<div class="line"><a id="l00213" name="l00213"></a><span class="lineno">  213</span>            <span class="keywordflow">return</span> sum / freeVars;</div>
<div class="line"><a id="l00214" name="l00214"></a><span class="lineno">  214</span>        <span class="keywordflow">else</span> </div>
<div class="line"><a id="l00215" name="l00215"></a><span class="lineno">  215</span>            <span class="keywordflow">return</span> 0.5 * (lowerBound + upperBound);</div>
<div class="line"><a id="l00216" name="l00216"></a><span class="lineno">  216</span>    }</div>
<div class="line"><a id="l00217" name="l00217"></a><span class="lineno">  217</span>    </div>
<div class="line"><a id="l00218" name="l00218"></a><span class="lineno">  218</span>    <span class="keyword">const</span> <a class="code hl_typedef" href="classshark_1_1_loo_error_c_svm.html#aafab716c7ab49ef95a8e42c50543e97f">DatasetType</a>* mep_dataset;</div>
<div class="line"><a id="l00219" name="l00219"></a><span class="lineno">  219</span>    <a class="code hl_typedef" href="classshark_1_1_loo_error_c_svm.html#ab00b93cea16ec324f7d93627ae597c97">KernelType</a>* mep_kernel;</div>
<div class="line"><a id="l00220" name="l00220"></a><span class="lineno">  220</span>    <span class="keywordtype">bool</span> m_withOffset;</div>
<div class="line"><a id="l00221" name="l00221"></a><span class="lineno">  221</span>};</div>
</div>
<div class="line"><a id="l00222" name="l00222"></a><span class="lineno">  222</span> </div>
<div class="line"><a id="l00223" name="l00223"></a><span class="lineno">  223</span> </div>
<div class="line"><a id="l00224" name="l00224"></a><span class="lineno">  224</span>}</div>
<div class="line"><a id="l00225" name="l00225"></a><span class="lineno">  225</span><span class="preprocessor">#endif</span></div>
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